# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.async_support.base.exchange import Exchange from ccxt.abstract.alpaca import ImplicitAPI from ccxt.base.types import Any, Balances, Currency, DepositAddress, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import NotSupported from ccxt.base.errors import RateLimitExceeded from ccxt.base.decimal_to_precision import TICK_SIZE from ccxt.base.precise import Precise class alpaca(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(alpaca, self).describe(), { 'id': 'alpaca', 'name': 'Alpaca', 'countries': ['US'], # 3 req/s for free # 150 req/s for subscribers: https://alpaca.markets/data # for brokers: https://alpaca.markets/docs/api-references/broker-api/#authentication-and-rate-limit 'rateLimit': 333, 'hostname': 'alpaca.markets', 'pro': True, 'urls': { 'logo': 'https://github.com/user-attachments/assets/e9476df8-a450-4c3e-ab9a-1a7794219e1b', 'www': 'https://alpaca.markets', 'api': { 'broker': 'https://broker-api.{hostname}', 'trader': 'https://api.{hostname}', 'market': 'https://data.{hostname}', }, 'test': { 'broker': 'https://broker-api.sandbox.{hostname}', 'trader': 'https://paper-api.{hostname}', 'market': 'https://data.{hostname}', }, 'doc': 'https://alpaca.markets/docs/', 'fees': 'https://docs.alpaca.markets/docs/crypto-fees', }, 'has': { 'CORS': False, 'spot': True, 'margin': False, 'swap': False, 'future': False, 'option': False, 'addMargin': False, 'borrowCrossMargin': False, 'borrowIsolatedMargin': False, 'borrowMargin': False, 'cancelAllOrders': True, 'cancelOrder': True, 'closeAllPositions': False, 'closePosition': False, 'createMarketBuyOrder': True, 'createMarketBuyOrderWithCost': True, 'createMarketOrderWithCost': True, 'createOrder': True, 'createOrderWithTakeProfitAndStopLoss': False, 'createOrderWithTakeProfitAndStopLossWs': False, 'createReduceOnlyOrder': False, 'createStopOrder': True, 'createTriggerOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchBidsAsks': False, 'fetchBorrowInterest': False, 'fetchBorrowRate': False, 'fetchBorrowRateHistories': False, 'fetchBorrowRateHistory': False, 'fetchBorrowRates': False, 'fetchBorrowRatesPerSymbol': False, 'fetchClosedOrders': True, 'fetchCrossBorrowRate': False, 'fetchCrossBorrowRates': False, 'fetchCurrencies': False, 'fetchDepositAddress': True, 'fetchDepositAddressesByNetwork': False, 'fetchDeposits': True, 'fetchDepositsWithdrawals': True, 'fetchFundingHistory': False, 'fetchFundingInterval': False, 'fetchFundingIntervals': False, 'fetchFundingRate': False, 'fetchFundingRateHistory': False, 'fetchFundingRates': False, 'fetchGreeks': False, 'fetchIndexOHLCV': False, 'fetchIsolatedBorrowRate': False, 'fetchIsolatedBorrowRates': False, 'fetchIsolatedPositions': False, 'fetchL1OrderBook': True, 'fetchL2OrderBook': False, 'fetchLeverage': False, 'fetchLeverages': False, 'fetchLeverageTiers': False, 'fetchLiquidations': False, 'fetchLongShortRatio': False, 'fetchLongShortRatioHistory': False, 'fetchMarginAdjustmentHistory': False, 'fetchMarginMode': False, 'fetchMarginModes': False, 'fetchMarketLeverageTiers': False, 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMarkPrices': False, 'fetchMyLiquidations': False, 'fetchMySettlementHistory': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenInterest': False, 'fetchOpenInterestHistory': False, 'fetchOpenInterests': False, 'fetchOpenOrder': False, 'fetchOpenOrders': True, 'fetchOption': False, 'fetchOptionChain': False, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchPosition': False, 'fetchPositionHistory': False, 'fetchPositionMode': False, 'fetchPositions': False, 'fetchPositionsForSymbol': False, 'fetchPositionsHistory': False, 'fetchPositionsRisk': False, 'fetchPremiumIndexOHLCV': False, 'fetchSettlementHistory': False, 'fetchStatus': False, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingFee': False, 'fetchTradingFees': False, 'fetchTransactionFees': False, 'fetchTransactions': False, 'fetchTransfers': False, 'fetchVolatilityHistory': False, 'fetchWithdrawals': True, 'reduceMargin': False, 'repayCrossMargin': False, 'repayIsolatedMargin': False, 'sandbox': True, 'setLeverage': False, 'setMargin': False, 'setMarginMode': False, 'setPositionMode': False, 'transfer': False, 'withdraw': True, }, 'api': { 'broker': { }, 'trader': { 'private': { 'get': [ 'v2/account', 'v2/orders', 'v2/orders/{order_id}', 'v2/positions', 'v2/positions/{symbol_or_asset_id}', 'v2/account/portfolio/history', 'v2/watchlists', 'v2/watchlists/{watchlist_id}', 'v2/watchlists:by_name', 'v2/account/configurations', 'v2/account/activities', 'v2/account/activities/{activity_type}', 'v2/calendar', 'v2/clock', 'v2/assets', 'v2/assets/{symbol_or_asset_id}', 'v2/corporate_actions/announcements/{id}', 'v2/corporate_actions/announcements', 'v2/wallets', 'v2/wallets/transfers', ], 'post': [ 'v2/orders', 'v2/watchlists', 'v2/watchlists/{watchlist_id}', 'v2/watchlists:by_name', 'v2/wallets/transfers', ], 'put': [ 'v2/orders/{order_id}', 'v2/watchlists/{watchlist_id}', 'v2/watchlists:by_name', ], 'patch': [ 'v2/orders/{order_id}', 'v2/account/configurations', ], 'delete': [ 'v2/orders', 'v2/orders/{order_id}', 'v2/positions', 'v2/positions/{symbol_or_asset_id}', 'v2/watchlists/{watchlist_id}', 'v2/watchlists:by_name', 'v2/watchlists/{watchlist_id}/{symbol}', ], }, }, 'market': { 'public': { 'get': [ 'v1beta3/crypto/{loc}/bars', 'v1beta3/crypto/{loc}/latest/bars', 'v1beta3/crypto/{loc}/latest/orderbooks', 'v1beta3/crypto/{loc}/latest/quotes', 'v1beta3/crypto/{loc}/latest/trades', 'v1beta3/crypto/{loc}/quotes', 'v1beta3/crypto/{loc}/snapshots', 'v1beta3/crypto/{loc}/trades', ], }, 'private': { 'get': [ 'v1beta1/corporate-actions', 'v1beta1/forex/latest/rates', 'v1beta1/forex/rates', 'v1beta1/logos/{symbol}', 'v1beta1/news', 'v1beta1/screener/stocks/most-actives', 'v1beta1/screener/{market_type}/movers', 'v2/stocks/auctions', 'v2/stocks/bars', 'v2/stocks/bars/latest', 'v2/stocks/meta/conditions/{ticktype}', 'v2/stocks/meta/exchanges', 'v2/stocks/quotes', 'v2/stocks/quotes/latest', 'v2/stocks/snapshots', 'v2/stocks/trades', 'v2/stocks/trades/latest', 'v2/stocks/{symbol}/auctions', 'v2/stocks/{symbol}/bars', 'v2/stocks/{symbol}/bars/latest', 'v2/stocks/{symbol}/quotes', 'v2/stocks/{symbol}/quotes/latest', 'v2/stocks/{symbol}/snapshot', 'v2/stocks/{symbol}/trades', 'v2/stocks/{symbol}/trades/latest', ], }, }, }, 'timeframes': { '1m': '1min', '3m': '3min', '5m': '5min', '15m': '15min', '30m': '30min', '1h': '1H', '2h': '2H', '4h': '4H', '6h': '6H', '8h': '8H', '12h': '12H', '1d': '1D', '3d': '3D', '1w': '1W', '1M': '1M', }, 'precisionMode': TICK_SIZE, 'requiredCredentials': { 'apiKey': True, 'secret': True, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'maker': self.parse_number('0.0015'), 'taker': self.parse_number('0.0025'), 'tiers': { 'taker': [ [self.parse_number('0'), self.parse_number('0.0025')], [self.parse_number('100000'), self.parse_number('0.0022')], [self.parse_number('500000'), self.parse_number('0.0020')], [self.parse_number('1000000'), self.parse_number('0.0018')], [self.parse_number('10000000'), self.parse_number('0.0015')], [self.parse_number('25000000'), self.parse_number('0.0013')], [self.parse_number('50000000'), self.parse_number('0.0012')], [self.parse_number('100000000'), self.parse_number('0.001')], ], 'maker': [ [self.parse_number('0'), self.parse_number('0.0015')], [self.parse_number('100000'), self.parse_number('0.0012')], [self.parse_number('500000'), self.parse_number('0.001')], [self.parse_number('1000000'), self.parse_number('0.0008')], [self.parse_number('10000000'), self.parse_number('0.0005')], [self.parse_number('25000000'), self.parse_number('0.0002')], [self.parse_number('50000000'), self.parse_number('0.0002')], [self.parse_number('100000000'), self.parse_number('0.00')], ], }, }, }, 'headers': { 'APCA-PARTNER-ID': 'ccxt', }, 'options': { 'defaultExchange': 'CBSE', 'exchanges': [ 'CBSE', # Coinbase 'FTX', # FTXUS 'GNSS', # Genesis 'ERSX', # ErisX ], 'defaultTimeInForce': 'gtc', # fok, gtc, ioc 'clientOrderId': 'ccxt_{id}', }, 'features': { 'spot': { 'sandbox': True, 'createOrder': { 'marginMode': False, 'triggerPrice': True, 'triggerPriceType': None, 'triggerDirection': False, 'stopLossPrice': False, # todo 'takeProfitPrice': False, # todo 'attachedStopLossTakeProfit': { 'triggerPriceType': { 'last': True, 'mark': True, 'index': True, }, 'price': True, }, 'timeInForce': { 'IOC': True, 'FOK': True, 'PO': True, 'GTD': False, }, 'hedged': False, 'trailing': True, # todo: implementation 'leverage': False, 'marketBuyRequiresPrice': False, 'marketBuyByCost': False, 'selfTradePrevention': False, 'iceberg': False, }, 'createOrders': None, 'fetchMyTrades': { 'marginMode': False, 'limit': 100, 'daysBack': 100000, 'untilDays': 100000, 'symbolRequired': False, }, 'fetchOrder': { 'marginMode': False, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOpenOrders': { 'marginMode': False, 'limit': 500, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOrders': { 'marginMode': False, 'limit': 500, 'daysBack': 100000, 'untilDays': 100000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchClosedOrders': { 'marginMode': False, 'limit': 500, 'daysBack': 100000, 'daysBackCanceled': None, 'untilDays': 100000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOHLCV': { 'limit': 1000, }, }, 'swap': { 'linear': None, 'inverse': None, }, 'future': { 'linear': None, 'inverse': None, }, }, 'exceptions': { 'exact': { 'forbidden.': PermissionDenied, # {"message": "forbidden."} '40410000': InvalidOrder, # {"code": 40410000, "message": "order is not found."} '40010001': BadRequest, # {"code":40010001,"message":"invalid order type for crypto order"} '40110000': PermissionDenied, # {"code": 40110000, "message": "request is not authorized"} '40310000': InsufficientFunds, # {"available":"0","balance":"0","code":40310000,"message":"insufficient balance for USDT(requested: 221.63, available: 0)","symbol":"USDT"} '42910000': RateLimitExceeded, # {"code":42910000,"message":"rate limit exceeded"} }, 'broad': { 'Invalid format for parameter': BadRequest, # {"message":"Invalid format for parameter start: error parsing '0' or 2006-01-02 time: parsing time \"0\" as \"2006-01-02\": cannot parse \"0\" as \"2006\""} 'Invalid symbol': BadSymbol, # {"message":"Invalid symbol(s): BTC/USDdsda does not match ^[A-Z]+/[A-Z]+$"} }, }, }) async def fetch_time(self, params={}) -> Int: """ fetches the current integer timestamp in milliseconds from the exchange server :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server """ response = await self.traderPrivateGetV2Clock(params) # # { # timestamp: '2023-11-22T08:07:57.654738097-05:00', # is_open: False, # next_open: '2023-11-22T09:30:00-05:00', # next_close: '2023-11-22T16:00:00-05:00' # } # timestamp = self.safe_string(response, 'timestamp') localTime = timestamp[0:23] jetlagStrStart = len(timestamp) - 6 jetlagStrEnd = len(timestamp) - 3 jetlag = timestamp[jetlagStrStart:jetlagStrEnd] iso = self.parse8601(localTime) - self.parse_to_numeric(jetlag) * 3600 * 1000 return iso async def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for alpaca https://docs.alpaca.markets/reference/get-v2-assets :param dict [params]: extra parameters specific to the exchange api endpoint :returns dict[]: an array of objects representing market data """ request: dict = { 'asset_class': 'crypto', 'status': 'active', } assets = await self.traderPrivateGetV2Assets(self.extend(request, params)) # # [ # { # "id": "c150e086-1e75-44e6-9c2c-093bb1e93139", # "class": "crypto", # "exchange": "CRYPTO", # "symbol": "BTC/USDT", # "name": "Bitcoin / USD Tether", # "status": "active", # "tradable": True, # "marginable": False, # "maintenance_margin_requirement": 100, # "shortable": False, # "easy_to_borrow": False, # "fractionable": True, # "attributes": [], # "min_order_size": "0.000026873", # "min_trade_increment": "0.000000001", # "price_increment": "1" # } # ] # return self.parse_markets(assets) def parse_market(self, asset) -> Market: # # { # "id": "c150e086-1e75-44e6-9c2c-093bb1e93139", # "class": "crypto", # "exchange": "CRYPTO", # "symbol": "BTC/USDT", # "name": "Bitcoin / USD Tether", # "status": "active", # "tradable": True, # "marginable": False, # "maintenance_margin_requirement": 101, # "shortable": False, # "easy_to_borrow": False, # "fractionable": True, # "attributes": [], # "min_order_size": "0.000026873", # "min_trade_increment": "0.000000001", # "price_increment": "1" # } # marketId = self.safe_string(asset, 'symbol') parts = marketId.split('/') assetClass = self.safe_string(asset, 'class') baseId = self.safe_string(parts, 0) quoteId = self.safe_string(parts, 1) base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) # Us equity markets do not include quote in symbol. # We can safely coerce us_equity quote to USD if quote is None and assetClass == 'us_equity': quote = 'USD' symbol = base + '/' + quote status = self.safe_string(asset, 'status') active = (status == 'active') minAmount = self.safe_number(asset, 'min_order_size') amount = self.safe_number(asset, 'min_trade_increment') price = self.safe_number(asset, 'price_increment') return { 'id': marketId, 'symbol': symbol, 'base': base, 'quote': quote, 'settle': None, 'baseId': baseId, 'quoteId': quoteId, 'settleId': None, 'type': 'spot', 'spot': True, 'margin': None, 'swap': False, 'future': False, 'option': False, 'active': active, 'contract': False, 'linear': None, 'inverse': None, 'contractSize': None, 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': amount, 'price': price, }, 'limits': { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': minAmount, 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, 'created': None, 'info': asset, } async def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol https://docs.alpaca.markets/reference/cryptotrades https://docs.alpaca.markets/reference/cryptolatesttrades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.loc]: crypto location, default: us :param str [params.method]: method, default: marketPublicGetV1beta3CryptoLocTrades :returns Trade[]: a list of `trade structures ` """ await self.load_markets() market = self.market(symbol) marketId = market['id'] loc = self.safe_string(params, 'loc', 'us') method = self.safe_string(params, 'method', 'marketPublicGetV1beta3CryptoLocTrades') request: dict = { 'symbols': marketId, 'loc': loc, } params = self.omit(params, ['loc', 'method']) symbolTrades = None if method == 'marketPublicGetV1beta3CryptoLocTrades': if since is not None: request['start'] = self.iso8601(since) if limit is not None: request['limit'] = limit response = await self.marketPublicGetV1beta3CryptoLocTrades(self.extend(request, params)) # # { # "next_page_token": null, # "trades": { # "BTC/USD": [ # { # "i": 36440704, # "p": 22625, # "s": 0.0001, # "t": "2022-07-21T11:47:31.073391Z", # "tks": "B" # } # ] # } # } # trades = self.safe_dict(response, 'trades', {}) symbolTrades = self.safe_list(trades, marketId, []) elif method == 'marketPublicGetV1beta3CryptoLocLatestTrades': response = await self.marketPublicGetV1beta3CryptoLocLatestTrades(self.extend(request, params)) # # { # "trades": { # "BTC/USD": { # "i": 36440704, # "p": 22625, # "s": 0.0001, # "t": "2022-07-21T11:47:31.073391Z", # "tks": "B" # } # } # } # trades = self.safe_dict(response, 'trades', {}) symbolTrades = self.safe_dict(trades, marketId, {}) symbolTrades = [symbolTrades] else: raise NotSupported(self.id + ' fetchTrades() does not support ' + method + ', marketPublicGetV1beta3CryptoLocTrades and marketPublicGetV1beta3CryptoLocLatestTrades are supported') return self.parse_trades(symbolTrades, market, since, limit) async def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.alpaca.markets/reference/cryptolatestorderbooks :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.loc]: crypto location, default: us :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() market = self.market(symbol) id = market['id'] loc = self.safe_string(params, 'loc', 'us') request: dict = { 'symbols': id, 'loc': loc, } response = await self.marketPublicGetV1beta3CryptoLocLatestOrderbooks(self.extend(request, params)) # # { # "orderbooks":{ # "BTC/USD":{ # "a":[ # { # "p":22208, # "s":0.0051 # }, # { # "p":22209, # "s":0.1123 # }, # { # "p":22210, # "s":0.2465 # } # ], # "b":[ # { # "p":22203, # "s":0.395 # }, # { # "p":22202, # "s":0.2465 # }, # { # "p":22201, # "s":0.6455 # } # ], # "t":"2022-07-19T13:41:55.13210112Z" # } # } # } # orderbooks = self.safe_dict(response, 'orderbooks', {}) rawOrderbook = self.safe_dict(orderbooks, id, {}) timestamp = self.parse8601(self.safe_string(rawOrderbook, 't')) return self.parse_order_book(rawOrderbook, market['symbol'], timestamp, 'b', 'a', 'p', 's') async def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.alpaca.markets/reference/cryptobars https://docs.alpaca.markets/reference/cryptolatestbars :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the alpha api endpoint :param str [params.loc]: crypto location, default: us :param str [params.method]: method, default: marketPublicGetV1beta3CryptoLocBars :returns int[][]: A list of candles ordered, open, high, low, close, volume """ await self.load_markets() market = self.market(symbol) marketId = market['id'] loc = self.safe_string(params, 'loc', 'us') method = self.safe_string(params, 'method', 'marketPublicGetV1beta3CryptoLocBars') request: dict = { 'symbols': marketId, 'loc': loc, } params = self.omit(params, ['loc', 'method']) ohlcvs = None if method == 'marketPublicGetV1beta3CryptoLocBars': if limit is not None: request['limit'] = limit if since is not None: request['start'] = self.yyyymmdd(since) request['timeframe'] = self.safe_string(self.timeframes, timeframe, timeframe) response = await self.marketPublicGetV1beta3CryptoLocBars(self.extend(request, params)) # # { # "bars": { # "BTC/USD": [ # { # "c": 22887, # "h": 22888, # "l": 22873, # "n": 11, # "o": 22883, # "t": "2022-07-21T05:00:00Z", # "v": 1.1138, # "vw": 22883.0155324116 # }, # { # "c": 22895, # "h": 22895, # "l": 22884, # "n": 6, # "o": 22884, # "t": "2022-07-21T05:01:00Z", # "v": 0.001, # "vw": 22889.5 # } # ] # }, # "next_page_token": "QlRDL1VTRHxNfDIwMjItMDctMjFUMDU6MDE6MDAuMDAwMDAwMDAwWg==" # } # bars = self.safe_dict(response, 'bars', {}) ohlcvs = self.safe_list(bars, marketId, []) elif method == 'marketPublicGetV1beta3CryptoLocLatestBars': response = await self.marketPublicGetV1beta3CryptoLocLatestBars(self.extend(request, params)) # # { # "bars": { # "BTC/USD": { # "c": 22887, # "h": 22888, # "l": 22873, # "n": 11, # "o": 22883, # "t": "2022-07-21T05:00:00Z", # "v": 1.1138, # "vw": 22883.0155324116 # } # } # } # bars = self.safe_dict(response, 'bars', {}) ohlcvs = self.safe_dict(bars, marketId, {}) ohlcvs = [ohlcvs] else: raise NotSupported(self.id + ' fetchOHLCV() does not support ' + method + ', marketPublicGetV1beta3CryptoLocBars and marketPublicGetV1beta3CryptoLocLatestBars are supported') return self.parse_ohlcvs(ohlcvs, market, timeframe, since, limit) def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # # { # "c":22895, # "h":22895, # "l":22884, # "n":6, # "o":22884, # "t":"2022-07-21T05:01:00Z", # "v":0.001, # "vw":22889.5 # } # datetime = self.safe_string(ohlcv, 't') timestamp = self.parse8601(datetime) return [ timestamp, # timestamp self.safe_number(ohlcv, 'o'), # open self.safe_number(ohlcv, 'h'), # high self.safe_number(ohlcv, 'l'), # low self.safe_number(ohlcv, 'c'), # close self.safe_number(ohlcv, 'v'), # volume ] async def fetch_ticker(self, symbol: str, params={}) -> Ticker: """ fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://docs.alpaca.markets/reference/cryptosnapshots-1 :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.loc]: crypto location, default: us :returns dict: a `ticker structure ` """ await self.load_markets() symbol = self.symbol(symbol) tickers = await self.fetch_tickers([symbol], params) return self.safe_dict(tickers, symbol) async def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market https://docs.alpaca.markets/reference/cryptosnapshots-1 :param str[] symbols: unified symbols of the markets to fetch tickers for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.loc]: crypto location, default: us :returns dict: a dictionary of `ticker structures ` """ if symbols is None: raise ArgumentsRequired(self.id + ' fetchTickers() requires a symbols argument') await self.load_markets() symbols = self.market_symbols(symbols) loc = self.safe_string(params, 'loc', 'us') ids = self.market_ids(symbols) request = { 'symbols': ','.join(ids), 'loc': loc, } params = self.omit(params, 'loc') response = await self.marketPublicGetV1beta3CryptoLocSnapshots(self.extend(request, params)) # # { # "snapshots": { # "BTC/USD": { # "dailyBar": { # "c": 69403.554, # "h": 69609.6515, # "l": 69013.26, # "n": 9, # "o": 69536.7, # "t": "2024-11-01T05:00:00Z", # "v": 0.210809181, # "vw": 69327.655393908 # }, # "latestQuote": { # "ap": 69424.19, # "as": 0.68149, # "bp": 69366.086, # "bs": 0.68312, # "t": "2024-11-01T08:31:41.880246926Z" # }, # "latestTrade": { # "i": 5272941104897543146, # "p": 69416.9, # "s": 0.014017324, # "t": "2024-11-01T08:14:28.245088803Z", # "tks": "B" # }, # "minuteBar": { # "c": 69403.554, # "h": 69403.554, # "l": 69399.125, # "n": 0, # "o": 69399.125, # "t": "2024-11-01T08:30:00Z", # "v": 0, # "vw": 0 # }, # "prevDailyBar": { # "c": 69515.1415, # "h": 72668.837, # "l": 68796.85, # "n": 129, # "o": 72258.9, # "t": "2024-10-31T05:00:00Z", # "v": 2.217683307, # "vw": 70782.6811608144 # } # }, # } # } # results = [] snapshots = self.safe_dict(response, 'snapshots', {}) marketIds = list(snapshots.keys()) for i in range(0, len(marketIds)): marketId = marketIds[i] market = self.safe_market(marketId) entry = self.safe_dict(snapshots, marketId) dailyBar = self.safe_dict(entry, 'dailyBar', {}) prevDailyBar = self.safe_dict(entry, 'prevDailyBar', {}) latestQuote = self.safe_dict(entry, 'latestQuote', {}) latestTrade = self.safe_dict(entry, 'latestTrade', {}) datetime = self.safe_string(latestQuote, 't') ticker = self.safe_ticker({ 'info': entry, 'symbol': market['symbol'], 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'high': self.safe_string(dailyBar, 'h'), 'low': self.safe_string(dailyBar, 'l'), 'bid': self.safe_string(latestQuote, 'bp'), 'bidVolume': self.safe_string(latestQuote, 'bs'), 'ask': self.safe_string(latestQuote, 'ap'), 'askVolume': self.safe_string(latestQuote, 'as'), 'vwap': self.safe_string(dailyBar, 'vw'), 'open': self.safe_string(dailyBar, 'o'), 'close': self.safe_string(dailyBar, 'c'), 'last': self.safe_string(latestTrade, 'p'), 'previousClose': self.safe_string(prevDailyBar, 'c'), 'change': None, 'percentage': None, 'average': None, 'baseVolume': self.safe_string(dailyBar, 'v'), 'quoteVolume': self.safe_string(dailyBar, 'n'), }, market) results.append(ticker) return self.filter_by_array(results, 'symbol', symbols) def generate_client_order_id(self, params): clientOrderIdprefix = self.safe_string(self.options, 'clientOrderId') uuid = self.uuid() parts = uuid.split('-') random_id = ''.join(parts) defaultClientId = self.implode_params(clientOrderIdprefix, {'id': random_id}) clientOrderId = self.safe_string(params, 'clientOrderId', defaultClientId) return clientOrderId async def create_market_order_with_cost(self, symbol: str, side: OrderSide, cost: float, params={}): """ create a market order by providing the symbol, side and cost https://docs.alpaca.markets/reference/postorder :param str symbol: unified symbol of the market to create an order in :param str side: 'buy' or 'sell' :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ await self.load_markets() req = { 'cost': cost, } return await self.create_order(symbol, 'market', side, 0, None, self.extend(req, params)) async def create_market_buy_order_with_cost(self, symbol: str, cost: float, params={}): """ create a market buy order by providing the symbol and cost https://docs.alpaca.markets/reference/postorder :param str symbol: unified symbol of the market to create an order in :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ await self.load_markets() req = { 'cost': cost, } return await self.create_order(symbol, 'market', 'buy', 0, None, self.extend(req, params)) async def create_market_sell_order_with_cost(self, symbol: str, cost: float, params={}): """ create a market sell order by providing the symbol and cost https://docs.alpaca.markets/reference/postorder :param str symbol: unified symbol of the market to create an order in :param float cost: how much you want to trade in units of the quote currency :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ await self.load_markets() req = { 'cost': cost, } return await self.create_order(symbol, 'market', 'sell', cost, None, self.extend(req, params)) async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ create a trade order https://docs.alpaca.markets/reference/postorder :param str symbol: unified symbol of the market to create an order in :param str type: 'market', 'limit' or 'stop_limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param float [params.triggerPrice]: The price at which a trigger order is triggered at :param float [params.cost]: *market orders only* the cost of the order in units of the quote currency :returns dict: an `order structure ` """ await self.load_markets() market = self.market(symbol) id = market['id'] request: dict = { 'symbol': id, 'side': side, 'type': type, # market, limit, stop_limit } triggerPrice = self.safe_string_n(params, ['triggerPrice', 'stop_price']) if triggerPrice is not None: newType: str if type.find('limit') >= 0: newType = 'stop_limit' else: raise NotSupported(self.id + ' createOrder() does not support stop orders for ' + type + ' orders, only stop_limit orders are supported') request['stop_price'] = self.price_to_precision(symbol, triggerPrice) request['type'] = newType if type.find('limit') >= 0: request['limit_price'] = self.price_to_precision(symbol, price) cost = self.safe_string(params, 'cost') if cost is not None: params = self.omit(params, 'cost') request['notional'] = self.cost_to_precision(symbol, cost) else: request['qty'] = self.amount_to_precision(symbol, amount) defaultTIF = self.safe_string(self.options, 'defaultTimeInForce') request['time_in_force'] = self.safe_string(params, 'timeInForce', defaultTIF) params = self.omit(params, ['timeInForce', 'triggerPrice']) request['client_order_id'] = self.generate_client_order_id(params) params = self.omit(params, ['clientOrderId']) order = await self.traderPrivatePostV2Orders(self.extend(request, params)) # # { # "id": "61e69015-8549-4bfd-b9c3-01e75843f47d", # "client_order_id": "eb9e2aaa-f71a-4f51-b5b4-52a6c565dad4", # "created_at": "2021-03-16T18:38:01.942282Z", # "updated_at": "2021-03-16T18:38:01.942282Z", # "submitted_at": "2021-03-16T18:38:01.937734Z", # "filled_at": null, # "expired_at": null, # "canceled_at": null, # "failed_at": null, # "replaced_at": null, # "replaced_by": null, # "replaces": null, # "asset_id": "b0b6dd9d-8b9b-48a9-ba46-b9d54906e415", # "symbol": "AAPL", # "asset_class": "us_equity", # "notional": "500", # "qty": null, # "filled_qty": "0", # "filled_avg_price": null, # "order_class": "", # "order_type": "market", # "type": "market", # "side": "buy", # "time_in_force": "day", # "limit_price": null, # "stop_price": null, # "status": "accepted", # "extended_hours": False, # "legs": null, # "trail_percent": null, # "trail_price": null, # "hwm": null # } # return self.parse_order(order, market) async def cancel_order(self, id: str, symbol: Str = None, params={}): """ cancels an open order https://docs.alpaca.markets/reference/deleteorderbyorderid :param str id: order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ request: dict = { 'order_id': id, } response = await self.traderPrivateDeleteV2OrdersOrderId(self.extend(request, params)) # # { # "code": 40410000, # "message": "order is not found." # } # return self.parse_order(response) async def cancel_all_orders(self, symbol: Str = None, params={}): """ cancel all open orders in a market https://docs.alpaca.markets/reference/deleteallorders :param str symbol: alpaca cancelAllOrders cannot setting symbol, it will cancel all open orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` """ await self.load_markets() response = await self.traderPrivateDeleteV2Orders(params) if isinstance(response, list): return self.parse_orders(response, None) else: return [ self.safe_order({ 'info': response, }), ] async def fetch_order(self, id: str, symbol: Str = None, params={}): """ fetches information on an order made by the user https://docs.alpaca.markets/reference/getorderbyorderid :param str id: the order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ await self.load_markets() request: dict = { 'order_id': id, } order = await self.traderPrivateGetV2OrdersOrderId(self.extend(request, params)) marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId) return self.parse_order(order, market) async def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple orders made by the user https://docs.alpaca.markets/reference/getallorders :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ await self.load_markets() request: dict = { 'status': 'all', } market = None if symbol is not None: market = self.market(symbol) request['symbols'] = market['id'] until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') request['endTime'] = self.iso8601(until) if since is not None: request['after'] = self.iso8601(since) if limit is not None: request['limit'] = limit response = await self.traderPrivateGetV2Orders(self.extend(request, params)) # # [ # { # "id": "cbaf12d7-69b8-49c0-a31b-b46af35c755c", # "client_order_id": "ccxt_b36156ae6fd44d098ac9c179bab33efd", # "created_at": "2023-11-17T04:21:42.234579Z", # "updated_at": "2023-11-17T04:22:34.442765Z", # "submitted_at": "2023-11-17T04:21:42.233357Z", # "filled_at": null, # "expired_at": null, # "canceled_at": "2023-11-17T04:22:34.399019Z", # "failed_at": null, # "replaced_at": null, # "replaced_by": null, # "replaces": null, # "asset_id": "77c6f47f-0939-4b23-b41e-47b4469c4bc8", # "symbol": "LTC/USDT", # "asset_class": "crypto", # "notional": null, # "qty": "0.001", # "filled_qty": "0", # "filled_avg_price": null, # "order_class": "", # "order_type": "limit", # "type": "limit", # "side": "sell", # "time_in_force": "gtc", # "limit_price": "1000", # "stop_price": null, # "status": "canceled", # "extended_hours": False, # "legs": null, # "trail_percent": null, # "trail_price": null, # "hwm": null, # "subtag": null, # "source": "access_key" # } # ] # return self.parse_orders(response, market, since, limit) async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://docs.alpaca.markets/reference/getallorders :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ request: dict = { 'status': 'open', } return await self.fetch_orders(symbol, since, limit, self.extend(request, params)) async def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple closed orders made by the user https://docs.alpaca.markets/reference/getallorders :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ request: dict = { 'status': 'closed', } return await self.fetch_orders(symbol, since, limit, self.extend(request, params)) async def edit_order(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}): """ edit a trade order https://docs.alpaca.markets/reference/patchorderbyorderid-1 :param str id: order id :param str [symbol]: unified symbol of the market to create an order in :param str [type]: 'market', 'limit' or 'stop_limit' :param str [side]: 'buy' or 'sell' :param float [amount]: how much of the currency you want to trade in units of the base currency :param float [price]: the price for the order, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.triggerPrice]: the price to trigger a stop order :param str [params.timeInForce]: for crypto trading either 'gtc' or 'ioc' can be used :param str [params.clientOrderId]: a unique identifier for the order, automatically generated if not sent :returns dict: an `order structure ` """ await self.load_markets() request: dict = { 'order_id': id, } market = None if symbol is not None: market = self.market(symbol) if amount is not None: request['qty'] = self.amount_to_precision(symbol, amount) triggerPrice = self.safe_string_n(params, ['triggerPrice', 'stop_price']) if triggerPrice is not None: request['stop_price'] = self.price_to_precision(symbol, triggerPrice) params = self.omit(params, 'triggerPrice') if price is not None: request['limit_price'] = self.price_to_precision(symbol, price) timeInForce = None timeInForce, params = self.handle_option_and_params_2(params, 'editOrder', 'timeInForce', 'defaultTimeInForce') if timeInForce is not None: request['time_in_force'] = timeInForce request['client_order_id'] = self.generate_client_order_id(params) params = self.omit(params, ['clientOrderId']) response = await self.traderPrivatePatchV2OrdersOrderId(self.extend(request, params)) return self.parse_order(response, market) def parse_order(self, order: dict, market: Market = None) -> Order: # # { # "id":"6ecfcc34-4bed-4b53-83ba-c564aa832a81", # "client_order_id":"ccxt_1c6ceab0b5e84727b2f1c0394ba17560", # "created_at":"2022-06-14T13:59:30.224037068Z", # "updated_at":"2022-06-14T13:59:30.224037068Z", # "submitted_at":"2022-06-14T13:59:30.221856828Z", # "filled_at":null, # "expired_at":null, # "canceled_at":null, # "failed_at":null, # "replaced_at":null, # "replaced_by":null, # "replaces":null, # "asset_id":"64bbff51-59d6-4b3c-9351-13ad85e3c752", # "symbol":"BTCUSD", # "asset_class":"crypto", # "notional":null, # "qty":"0.01", # "filled_qty":"0", # "filled_avg_price":null, # "order_class":"", # "order_type":"limit", # "type":"limit", # "side":"buy", # "time_in_force":"day", # "limit_price":"14000", # "stop_price":null, # "status":"accepted", # "extended_hours":false, # "legs":null, # "trail_percent":null, # "trail_price":null, # "hwm":null, # "commission":"0.42", # "source":null # } # marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId, market) symbol = market['symbol'] alpacaStatus = self.safe_string(order, 'status') status = self.parse_order_status(alpacaStatus) feeValue = self.safe_string(order, 'commission') fee = None if feeValue is not None: fee = { 'cost': feeValue, 'currency': 'USD', } orderType = self.safe_string(order, 'order_type') if orderType is not None: if orderType.find('limit') >= 0: # might be limit or stop-limit orderType = 'limit' datetime = self.safe_string(order, 'submitted_at') timestamp = self.parse8601(datetime) return self.safe_order({ 'id': self.safe_string(order, 'id'), 'clientOrderId': self.safe_string(order, 'client_order_id'), 'timestamp': timestamp, 'datetime': datetime, 'lastTradeTimeStamp': None, 'status': status, 'symbol': symbol, 'type': orderType, 'timeInForce': self.parse_time_in_force(self.safe_string(order, 'time_in_force')), 'postOnly': None, 'side': self.safe_string(order, 'side'), 'price': self.safe_number(order, 'limit_price'), 'triggerPrice': self.safe_number(order, 'stop_price'), 'cost': None, 'average': self.safe_number(order, 'filled_avg_price'), 'amount': self.safe_number(order, 'qty'), 'filled': self.safe_number(order, 'filled_qty'), 'remaining': None, 'trades': None, 'fee': fee, 'info': order, }, market) def parse_order_status(self, status: Str): statuses: dict = { 'pending_new': 'open', 'accepted': 'open', 'new': 'open', 'partially_filled': 'open', 'activated': 'open', 'filled': 'closed', } return self.safe_string(statuses, status, status) def parse_time_in_force(self, timeInForce: Str): timeInForces: dict = { 'day': 'Day', } return self.safe_string(timeInForces, timeInForce, timeInForce) async def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch all trades made by the user https://docs.alpaca.markets/reference/getaccountactivitiesbyactivitytype-1 :param str [symbol]: unified market symbol :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch trades for :param str [params.page_token]: page_token - used for paging :returns Trade[]: a list of `trade structures ` """ await self.load_markets() market = None request: dict = { 'activity_type': 'FILL', } if symbol is not None: market = self.market(symbol) until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') request['until'] = self.iso8601(until) if since is not None: request['after'] = self.iso8601(since) if limit is not None: request['page_size'] = limit request, params = self.handle_until_option('until', request, params) response = await self.traderPrivateGetV2AccountActivitiesActivityType(self.extend(request, params)) # # [ # { # "id": "20221228071929579::ca2aafd0-1270-4b56-b0a9-85423b4a07c8", # "activity_type": "FILL", # "transaction_time": "2022-12-28T12:19:29.579352Z", # "type": "fill", # "price": "67.31", # "qty": "0.07", # "side": "sell", # "symbol": "LTC/USD", # "leaves_qty": "0", # "order_id": "82eebcf7-6e66-4b7e-93f8-be0df0e4f12e", # "cum_qty": "0.07", # "order_status": "filled", # "swap_rate": "1" # }, # ] # return self.parse_trades(response, market, since, limit) def parse_trade(self, trade: dict, market: Market = None) -> Trade: # # fetchTrades # # { # "t":"2022-06-14T05:00:00.027869Z", # "x":"CBSE", # "p":"21942.15", # "s":"0.0001", # "tks":"S", # "i":"355681339" # } # # fetchMyTrades # # { # "id": "20221228071929579::ca2aafd0-1270-4b56-b0a9-85423b4a07c8", # "activity_type": "FILL", # "transaction_time": "2022-12-28T12:19:29.579352Z", # "type": "fill", # "price": "67.31", # "qty": "0.07", # "side": "sell", # "symbol": "LTC/USD", # "leaves_qty": "0", # "order_id": "82eebcf7-6e66-4b7e-93f8-be0df0e4f12e", # "cum_qty": "0.07", # "order_status": "filled", # "swap_rate": "1" # }, # marketId = self.safe_string_2(trade, 'S', 'symbol') symbol = self.safe_symbol(marketId, market) datetime = self.safe_string_2(trade, 't', 'transaction_time') timestamp = self.parse8601(datetime) alpacaSide = self.safe_string(trade, 'tks') side = self.safe_string(trade, 'side') if alpacaSide == 'B': side = 'buy' elif alpacaSide == 'S': side = 'sell' priceString = self.safe_string_2(trade, 'p', 'price') amountString = self.safe_string_2(trade, 's', 'qty') return self.safe_trade({ 'info': trade, 'id': self.safe_string_2(trade, 'i', 'id'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'order': self.safe_string(trade, 'order_id'), 'type': None, 'side': side, 'takerOrMaker': 'taker', 'price': priceString, 'amount': amountString, 'cost': None, 'fee': None, }, market) async def fetch_deposit_address(self, code: str, params={}) -> DepositAddress: """ fetch the deposit address for a currency associated with self account https://docs.alpaca.markets/reference/listcryptofundingwallets :param str code: unified currency code :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `address structure ` """ await self.load_markets() currency = self.currency(code) request: dict = { 'asset': currency['id'], } response = await self.traderPrivateGetV2Wallets(self.extend(request, params)) # # { # "asset_id": "4fa30c85-77b7-4cbc-92dd-7b7513640aad", # "address": "bc1q2fpskfnwem3uq9z8660e4z6pfv7aqfamysk75r", # "created_at": "2024-11-03T07:30:05.609976344Z" # } # return self.parse_deposit_address(response, currency) def parse_deposit_address(self, depositAddress, currency: Currency = None) -> DepositAddress: # # { # "asset_id": "4fa30c85-77b7-4cbc-92dd-7b7513640aad", # "address": "bc1q2fpskfnwem3uq9z8660e4z6pfv7aqfamysk75r", # "created_at": "2024-11-03T07:30:05.609976344Z" # } # parsedCurrency = None if currency is not None: parsedCurrency = currency['id'] return { 'info': depositAddress, 'currency': parsedCurrency, 'network': None, 'address': self.safe_string(depositAddress, 'address'), 'tag': None, } async def withdraw(self, code: str, amount: float, address: str, tag=None, params={}) -> Transaction: """ make a withdrawal https://docs.alpaca.markets/reference/createcryptotransferforaccount :param str code: unified currency code :param float amount: the amount to withdraw :param str address: the address to withdraw to :param str tag: a memo for the transaction :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `transaction structure ` """ tag, params = self.handle_withdraw_tag_and_params(tag, params) self.check_address(address) await self.load_markets() currency = self.currency(code) if tag: address = address + ':' + tag request: dict = { 'asset': currency['id'], 'address': address, 'amount': self.number_to_string(amount), } response = await self.traderPrivatePostV2WalletsTransfers(self.extend(request, params)) # # { # "id": "e27b70a6-5610-40d7-8468-a516a284b776", # "tx_hash": null, # "direction": "OUTGOING", # "amount": "20", # "usd_value": "19.99856", # "chain": "ETH", # "asset": "USDT", # "from_address": "0x123930E4dCA196E070d39B60c644C8Aae02f23", # "to_address": "0x1232c0925196e4dcf05945f67f690153190fbaab", # "status": "PROCESSING", # "created_at": "2024-11-07T02:39:01.775495Z", # "network_fee": "4", # "fees": "0.1" # } # return self.parse_transaction(response, currency) async def fetch_transactions_helper(self, type, code, since, limit, params): await self.load_markets() currency = None if code is not None: currency = self.currency(code) response = await self.traderPrivateGetV2WalletsTransfers(params) # # { # "id": "e27b70a6-5610-40d7-8468-a516a284b776", # "tx_hash": null, # "direction": "OUTGOING", # "amount": "20", # "usd_value": "19.99856", # "chain": "ETH", # "asset": "USDT", # "from_address": "0x123930E4dCA196E070d39B60c644C8Aae02f23", # "to_address": "0x1232c0925196e4dcf05945f67f690153190fbaab", # "status": "PROCESSING", # "created_at": "2024-11-07T02:39:01.775495Z", # "network_fee": "4", # "fees": "0.1" # } # results = [] for i in range(0, len(response)): entry = response[i] direction = self.safe_string(entry, 'direction') if direction == type: results.append(entry) elif type == 'BOTH': results.append(entry) return self.parse_transactions(results, currency, since, limit, params) async def fetch_deposits_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]: """ fetch history of deposits and withdrawals https://docs.alpaca.markets/reference/listcryptofundingtransfers :param str [code]: unified currency code for the currency of the deposit/withdrawals, default is None :param int [since]: timestamp in ms of the earliest deposit/withdrawal, default is None :param int [limit]: max number of deposit/withdrawals to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `transaction structure ` """ return await self.fetch_transactions_helper('BOTH', code, since, limit, params) async def fetch_deposits(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]: """ fetch all deposits made to an account https://docs.alpaca.markets/reference/listcryptofundingtransfers :param str [code]: unified currency code :param int [since]: the earliest time in ms to fetch deposits for :param int [limit]: the maximum number of deposit structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `transaction structures ` """ return await self.fetch_transactions_helper('INCOMING', code, since, limit, params) async def fetch_withdrawals(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Transaction]: """ fetch all withdrawals made from an account https://docs.alpaca.markets/reference/listcryptofundingtransfers :param str [code]: unified currency code :param int [since]: the earliest time in ms to fetch withdrawals for :param int [limit]: the maximum number of withdrawal structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `transaction structures ` """ return await self.fetch_transactions_helper('OUTGOING', code, since, limit, params) def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction: # # { # "id": "e27b70a6-5610-40d7-8468-a516a284b776", # "tx_hash": null, # "direction": "OUTGOING", # "amount": "20", # "usd_value": "19.99856", # "chain": "ETH", # "asset": "USDT", # "from_address": "0x123930E4dCA196E070d39B60c644C8Aae02f23", # "to_address": "0x1232c0925196e4dcf05945f67f690153190fbaab", # "status": "PROCESSING", # "created_at": "2024-11-07T02:39:01.775495Z", # "network_fee": "4", # "fees": "0.1" # } # datetime = self.safe_string(transaction, 'created_at') currencyId = self.safe_string(transaction, 'asset') code = self.safe_currency_code(currencyId, currency) fees = self.safe_string(transaction, 'fees') networkFee = self.safe_string(transaction, 'network_fee') totalFee = Precise.string_add(fees, networkFee) fee = { 'cost': self.parse_number(totalFee), 'currency': code, } return { 'info': transaction, 'id': self.safe_string(transaction, 'id'), 'txid': self.safe_string(transaction, 'tx_hash'), 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'network': self.safe_string(transaction, 'chain'), 'address': self.safe_string(transaction, 'to_address'), 'addressTo': self.safe_string(transaction, 'to_address'), 'addressFrom': self.safe_string(transaction, 'from_address'), 'tag': None, 'tagTo': None, 'tagFrom': None, 'type': self.parse_transaction_type(self.safe_string(transaction, 'direction')), 'amount': self.safe_number(transaction, 'amount'), 'currency': code, 'status': self.parse_transaction_status(self.safe_string(transaction, 'status')), 'updated': None, 'fee': fee, 'comment': None, 'internal': None, } def parse_transaction_status(self, status: Str): statuses: dict = { 'PROCESSING': 'pending', 'FAILED': 'failed', 'COMPLETE': 'ok', } return self.safe_string(statuses, status, status) def parse_transaction_type(self, type): types: dict = { 'INCOMING': 'deposit', 'OUTGOING': 'withdrawal', } return self.safe_string(types, type, type) async def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://docs.alpaca.markets/reference/getaccount-1 :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` """ await self.load_markets() response = await self.traderPrivateGetV2Account(params) # # { # "id": "43a01bde-4eb1-64fssc26adb5", # "admin_configurations": { # "allow_instant_ach": True, # "max_margin_multiplier": "4" # }, # "user_configurations": { # "fractional_trading": True, # "max_margin_multiplier": "4" # }, # "account_number": "744873727", # "status": "ACTIVE", # "crypto_status": "ACTIVE", # "currency": "USD", # "buying_power": "5.92", # "regt_buying_power": "5.92", # "daytrading_buying_power": "0", # "effective_buying_power": "5.92", # "non_marginable_buying_power": "5.92", # "bod_dtbp": "0", # "cash": "5.92", # "accrued_fees": "0", # "portfolio_value": "48.6", # "pattern_day_trader": False, # "trading_blocked": False, # "transfers_blocked": False, # "account_blocked": False, # "created_at": "2022-06-13T14:59:18.318096Z", # "trade_suspended_by_user": False, # "multiplier": "1", # "shorting_enabled": False, # "equity": "48.6", # "last_equity": "48.8014266", # "long_market_value": "42.68", # "short_market_value": "0", # "position_market_value": "42.68", # "initial_margin": "0", # "maintenance_margin": "0", # "last_maintenance_margin": "0", # "sma": "5.92", # "daytrade_count": 0, # "balance_asof": "2024-12-10", # "crypto_tier": 1, # "intraday_adjustments": "0", # "pending_reg_taf_fees": "0" # } # return self.parse_balance(response) def parse_balance(self, response) -> Balances: result: dict = {'info': response} account = self.account() currencyId = self.safe_string(response, 'currency') code = self.safe_currency_code(currencyId) account['free'] = self.safe_string(response, 'cash') account['total'] = self.safe_string(response, 'equity') result[code] = account return self.safe_balance(result) def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): endpoint = '/' + self.implode_params(path, params) url = self.implode_hostname(self.urls['api'][api[0]]) headers = headers if (headers is not None) else {} if api[1] == 'private': self.check_required_credentials() headers['APCA-API-KEY-ID'] = self.apiKey headers['APCA-API-SECRET-KEY'] = self.secret query = self.omit(params, self.extract_params(path)) if query: if (method == 'GET') or (method == 'DELETE'): endpoint += '?' + self.urlencode(query) else: body = self.json(query) headers['Content-Type'] = 'application/json' url = url + endpoint return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody): if response is None: return None # default error handler # { # "code": 40110000, # "message": "request is not authorized" # } feedback = self.id + ' ' + body errorCode = self.safe_string(response, 'code') if code is not None: self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) message = self.safe_value(response, 'message', None) if message is not None: self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) raise ExchangeError(feedback) return None